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Synthesizing large logic programs through symbolic Inductive Logic Programming (ILP) typically requires intermediate definitions. However, cluttering the hypothesis space with intensional predicates typically degrades performance. In contrast, gradient descent provides an efficient way to find solutions within such high- dimensional spaces. Neuro-symbolic ILP approaches have not fully exploited this so far. We propose extending the {\delta}ILP approach to inductive synthesis with large-scale predicate invention, thus allowing us to exploit the efficacy of high-dimensional gradient descent. We show that large-scale predicate invention benefits differentiable inductive synthesis through gradient descent and allows one to learn solutions for tasks beyond the capabilities of existing neuro-symbolic ILP systems. Furthermore, we achieve these results without specifying the precise structure of the solution within the language bias.

Proof Blocks is a software tool that allows students to practice writing mathematical proofs by dragging and dropping lines instead of writing proofs from scratch. Proof Blocks offers the capability of assigning partial credit and providing solution quality feedback to students. This is done by computing the edit distance from a student's submission to some predefined set of solutions. In this work, we propose an algorithm for the edit distance problem that significantly outperforms the baseline procedure of exhaustively enumerating over the entire search space. Our algorithm relies on a reduction to the minimum vertex cover problem. We benchmark our algorithm on thousands of student submissions from multiple courses, showing that the baseline algorithm is intractable, and that our proposed algorithm is critical to enable classroom deployment. Our new algorithm has also been used for problems in many other domains where the solution space can be modeled as a DAG, including but not limited to Parsons Problems for writing code, helping students understand packet ordering in networking protocols, and helping students sketch solution steps for physics problems. Integrated into multiple learning management systems, the algorithm serves thousands of students each year.

We propose a novel hierarchical Bayesian approach to Federated Learning (FL), where our model reasonably describes the generative process of clients' local data via hierarchical Bayesian modeling: constituting random variables of local models for clients that are governed by a higher-level global variate. Interestingly, the variational inference in our Bayesian model leads to an optimisation problem whose block-coordinate descent solution becomes a distributed algorithm that is separable over clients and allows them not to reveal their own private data at all, thus fully compatible with FL. We also highlight that our block-coordinate algorithm has particular forms that subsume the well-known FL algorithms including Fed-Avg and Fed-Prox as special cases. Beyond introducing novel modeling and derivations, we also offer convergence analysis showing that our block-coordinate FL algorithm converges to an (local) optimum of the objective at the rate of $O(1/\sqrt{t})$, the same rate as regular (centralised) SGD, as well as the generalisation error analysis where we prove that the test error of our model on unseen data is guaranteed to vanish as we increase the training data size, thus asymptotically optimal.

Phase estimation, due to Kitaev [arXiv'95], is one of the most fundamental subroutines in quantum computing. In the basic scenario, one is given black-box access to a unitary $U$, and an eigenstate $\lvert \psi \rangle$ of $U$ with unknown eigenvalue $e^{i\theta}$, and the task is to estimate the eigenphase $\theta$ within $\pm\delta$, with high probability. The cost of an algorithm for us will be the number of applications of $U$ and $U^{-1}$. We tightly characterize the cost of several variants of phase estimation where we are no longer given an arbitrary eigenstate, but are required to estimate the maximum eigenphase of $U$, aided by advice in the form of states (or a unitary preparing those states) which are promised to have at least a certain overlap $\gamma$ with the top eigenspace. We give algorithms and matching lower bounds (up to logarithmic factors) for all ranges of parameters. We show that a small number of copies of the advice state (or of an advice-preparing unitary) are not significantly better than having no advice at all. We also show that having lots of advice (applications of the advice-preparing unitary) does not significantly reduce cost, and neither does knowledge of the eigenbasis of $U$. As an immediate consequence we obtain a lower bound on the complexity of the Unitary recurrence time problem, matching an upper bound of She and Yuen~[ITCS'23] and resolving one of their open questions. Lastly, we show that a phase-estimation algorithm with precision $\delta$ and error probability $\epsilon$ has cost $\Omega\left(\frac{1}{\delta}\log\frac{1}{\epsilon}\right)$, matching an easy upper bound. This contrasts with some other scenarios in quantum computing (e.g., search) where error-reduction costs only a factor $O(\sqrt{\log(1/\epsilon)})$. Our lower bound technique uses a variant of the polynomial method with trigonometric polynomials.

We consider the following decision problems: given a finite, rational Markov chain, source and target states, and a rational threshold, does there exist an n such that the probability of reaching the target from the source in n steps is equal to the threshold (resp. crosses the threshold)? These problems are known to be equivalent to the Skolem (resp. Positivity) problems for Linear Recurrence Sequences (LRS). These are number-theoretic problems whose decidability has been open for decades. We present a short, self-contained, and elementary reduction from LRS to Markov Chains that improves the state of the art as follows: (a) We reduce to ergodic Markov Chains, a class that is widely used in Model Checking. (b) We reduce LRS to Markov Chains of significantly lower order than before. We thus get sharper hardness results for a more ubiquitous class of Markov Chains. Immediate applications include problems in modeling biological systems, and regular automata-based counting problems.

Policy optimization methods with function approximation are widely used in multi-agent reinforcement learning. However, it remains elusive how to design such algorithms with statistical guarantees. Leveraging a multi-agent performance difference lemma that characterizes the landscape of multi-agent policy optimization, we find that the localized action value function serves as an ideal descent direction for each local policy. Motivated by the observation, we present a multi-agent PPO algorithm in which the local policy of each agent is updated similarly to vanilla PPO. We prove that with standard regularity conditions on the Markov game and problem-dependent quantities, our algorithm converges to the globally optimal policy at a sublinear rate. We extend our algorithm to the off-policy setting and introduce pessimism to policy evaluation, which aligns with experiments. To our knowledge, this is the first provably convergent multi-agent PPO algorithm in cooperative Markov games.

A learning-based safety filter is developed for discrete-time linear time-invariant systems with unknown models subject to Gaussian noises with unknown covariance. Safety is characterized using polytopic constraints on the states and control inputs. The empirically learned model and process noise covariance with their confidence bounds are used to construct a robust optimization problem for minimally modifying nominal control actions to ensure safety with high probability. The optimization problem relies on tightening the original safety constraints. The magnitude of the tightening is larger at the beginning since there is little information to construct reliable models, but shrinks with time as more data becomes available.

For terminal value problems of fractional differential equations of order $\alpha \in (0,1)$ that use Caputo derivatives, shooting methods are a well developed and investigated approach. Based on recently established analytic properties of such problems, we develop a new technique to select the required initial values that solves such shooting problems quickly and accurately. Numerical experiments indicate that this new proportional secting technique converges very quickly and accurately to the solution. Run time measurements indicate a speedup factor of between 4 and 10 when compared to the standard bisection method.

Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for modeling real-valued nonlinear functions due to their flexibility and uncertainty quantification. However, the typical GP regression model suffers from several drawbacks: 1) Conventional GP inference scales $O(N^{3})$ with respect to the number of observations; 2) Updating a GP model sequentially is not trivial; and 3) Covariance kernels typically enforce stationarity constraints on the function, while GPs with non-stationary covariance kernels are often intractable to use in practice. To overcome these issues, we propose a sequential Monte Carlo algorithm to fit infinite mixtures of GPs that capture non-stationary behavior while allowing for online, distributed inference. Our approach empirically improves performance over state-of-the-art methods for online GP estimation in the presence of non-stationarity in time-series data. To demonstrate the utility of our proposed online Gaussian process mixture-of-experts approach in applied settings, we show that we can sucessfully implement an optimization algorithm using online Gaussian process bandits.

The rapid recent progress in machine learning (ML) has raised a number of scientific questions that challenge the longstanding dogma of the field. One of the most important riddles is the good empirical generalization of overparameterized models. Overparameterized models are excessively complex with respect to the size of the training dataset, which results in them perfectly fitting (i.e., interpolating) the training data, which is usually noisy. Such interpolation of noisy data is traditionally associated with detrimental overfitting, and yet a wide range of interpolating models -- from simple linear models to deep neural networks -- have recently been observed to generalize extremely well on fresh test data. Indeed, the recently discovered double descent phenomenon has revealed that highly overparameterized models often improve over the best underparameterized model in test performance. Understanding learning in this overparameterized regime requires new theory and foundational empirical studies, even for the simplest case of the linear model. The underpinnings of this understanding have been laid in very recent analyses of overparameterized linear regression and related statistical learning tasks, which resulted in precise analytic characterizations of double descent. This paper provides a succinct overview of this emerging theory of overparameterized ML (henceforth abbreviated as TOPML) that explains these recent findings through a statistical signal processing perspective. We emphasize the unique aspects that define the TOPML research area as a subfield of modern ML theory and outline interesting open questions that remain.